PCLAX vs. GLD

In the year-to-date period, PCLAX achieves a -3.21% return, which is significantly lower than GLD's 26.40% return. Over the past 10 years, PCLAX has underperformed GLD with an annualized return of 4.49%, while GLD has yielded a comparatively higher 10.50% annualized return.

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PCLAX has a 1.19% expense ratio, which is higher than GLD's 0.40% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for PIMCO CommoditiesPLUS Strategy Fund (PCLAX) and SPDR Gold Trust (GLD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current PCLAX Sharpe Ratio is -0.39, which is lower than the GLD Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of PCLAX and GLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PCLAX's dividend yield for the trailing twelve months is around 8.79%, while GLD has not paid dividends to shareholders.

The maximum PCLAX drawdown since its inception was -67.76%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for PCLAX and GLD. For additional features, visit the drawdowns tool.

The current volatility for PIMCO CommoditiesPLUS Strategy Fund (PCLAX) is 7.82%, while SPDR Gold Trust (GLD) has a volatility of 8.42%. This indicates that PCLAX experiences smaller price fluctuations and is considered to be less risky than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.